Testing for Structural Breaks in Small Samples
Year of publication: |
2008-03-01
|
---|---|
Authors: | Antoshin, Sergei ; Berg, Andrew ; Souto, Marcos |
Institutions: | International Monetary Fund (IMF) |
Subject: | Data collection | Data analysis | Statistics | time series | correlation | statistic | autocorrelation | samples | econometrics | sample size | covariance | bootstrap | standard errors | significance level | statistical significance | standard deviation | monte carlo simulations | minimization | linear regression | probability | econometric theory | linear models | equation | nested hypotheses | monte carlo simulation | bayesian information criteria | standard deviations | standard error | cointegration | asymptotic distribution | parameter vector | computation | sample sizes | estimation procedure | normal distribution | survey | number of parameters | finite sample | regression coefficients | multivariate regression | hypothesis testing |
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